Anic Equity¶

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Total return since start: 0.715 %¶

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Equity now: -----------------------------> 52393.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46028.11 Kr¶

PnL: ---------------------------------------> -694.49 Kr¶

DD now: ---------------------------------> -1.369 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 17:52:43.700246'

Anic Portfolio¶

Today¶

Return: -0.277 %¶

This Week¶

Return: -1.269 %¶

Total portfolio value¶

Return including deposits: 71.521 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.750000 4525.200000 205.200000 4.750000 4320.000000
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 3.920000 662.970000 23.970000 3.750000 638.999984
NCC B 7 2.660000 662.200000 8.200000 1.250000 653.999997
SynAct Pharma 9 1.120000 652.500000 7.500000 1.160000 645.000003
Balco Group 39 2.440000 1881.750000 6.750000 0.360000 1874.999997
Nolato B 12 0.740000 650.400000 4.800000 0.740000 645.600000
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Embracer Group B 26 2.200000 664.430000 2.430000 0.370000 661.999988
Addnode Group B 6 0.160000 751.200000 1.200000 0.160000 750.000000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
BONESUPPORT HOLDING 10 0.000000 1225.000000 1.000000 0.080000 1224.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Sampo Oyj SDB 1 1.620000 503.000000 -2.000000 -0.400000 505.000000
Addtech B 3 0.090000 697.800000 -2.200000 -0.310000 699.999999
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Sdiptech B 3 1.190000 819.600000 -2.400000 -0.290000 822.000000
Investor B 3 -0.590000 651.600000 -3.900000 -0.590000 655.500000
Latour B 2 -0.360000 443.800000 -5.200000 -1.160000 449.000000
Biotage 4 -1.520000 594.800000 -8.200000 -1.360000 603.000000
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Indutrade 5 -0.500000 1306.500000 -13.500000 -1.020000 1320.000000
Lime Technologies 2 4.950000 572.000000 -21.000000 -3.540000 593.000000
Fortnox 10 -1.280000 646.600000 -21.400000 -3.200000 668.000000
Volati 5 0.560000 543.000000 -31.000000 -5.400000 574.000000
Vitrolife 3 -1.560000 643.200000 -33.800000 -4.990000 677.000001
Xvivo Perfusion 3 -1.820000 808.500000 -36.500000 -4.320000 845.000001
Lundin Gold 7 -1.340000 928.200000 -45.800000 -4.700000 973.999999
Creades A 7 -9.890000 551.950000 -59.050000 -9.660000 610.999998
Investor A 16 -0.680000 3480.000000 -65.000000 -1.830000 3545.000000
Ambea 68 -1.520000 2462.960000 -74.040000 -2.920000 2537.000032
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.310000 3826.000000 -90.000000 -2.300000 3916.000000
Gaming Innovation Group 161 -1.750000 4065.250000 -122.750000 -2.930000 4187.999942
Bactiguard Holding B 37 -10.690000 2689.900000 -270.100000 -9.130000 2960.000000
TOTAL 46028.110000 -694.490000 -1.36914% 46722.599938

Updated:¶

'2023-06-09 17:53:00.116213'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶